currency futures has not been successful in reducing the volatility of the foreign exchange market in India …The paper is aimed at examining the impact of introduction of currency derivatives on exchange rate volatility of Euro … the impact on underlying volatility GARCH (1,1) model has been employed. The results indicate that the introduction of …

The study of volatility spillovers provides useful insights into how information is transmitted from stock market to … foreign exchange market and vice versa. This paper explores volatility spillovers between the Indian stock and foreign … exchange markets. The results indicate that there exists a bidirectional volatility spillover between the Indian stock market …

The work aimed going to ascertain the efficacy of the currency futures on cash-market or Spot exchange rates volatility … GARCH model shows that large volatility is persistent pre-introduction of currency futures and finding shows presence of … time-varying conditional volatility of returns of currencies spot prices at pre-post and total period of currency futures …

exchange market of India. Only the USD/INR exchange rate is considered for the study for the presented work. This study is … spot market tests (Johansen’s Cointegration Test) was used. Granger Causality and Vector error correction models are used …